In this paper, we obtain the preasymptotic and asymptotic behavior and strong equivalences of the approximation numbers of the embeddings from the anisotropic Sobolev spaces $W_2^{\bf R}(\Bbb T^d)$ to $L_2(\Bbb T^d)$. We also get the preasymptotic behavior of the approximation numbers of the embeddings from the limit spaces $W_2^{\infty}(\Bbb T^d)$ of the anisotropic Sobolev spaces $W_2^{\bf R}(\Bbb T^d)$ to $L_2(\Bbb T^d)$... We show that both the above embedding problems are intractable and do not suffer from the curse of dimensionality. (read more)